transform.py 43.8 KB
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# Copyright (c) 2022 PaddlePaddle Authors. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

import enum
import math
import typing

import paddle
import paddle.nn.functional as F
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from paddle.distribution import (
    constraint,
    distribution,
    transformed_distribution,
    variable,
)
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__all__ = [  # noqa
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    'Transform',
    'AbsTransform',
    'AffineTransform',
    'ChainTransform',
    'ExpTransform',
    'IndependentTransform',
    'PowerTransform',
    'ReshapeTransform',
    'SigmoidTransform',
    'SoftmaxTransform',
    'StackTransform',
    'StickBreakingTransform',
    'TanhTransform',
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]


class Type(enum.Enum):
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    """Mapping type of a transformation."""

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    BIJECTION = 'bijection'  # bijective(injective and surjective)
    INJECTION = 'injection'  # injective-only
    SURJECTION = 'surjection'  # surjective-only
    OTHER = 'other'  # general, neither injective nor surjective

    @classmethod
    def is_injective(cls, _type):
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        """Both bijection and injection are injective mapping."""
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        return _type in (cls.BIJECTION, cls.INJECTION)


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class Transform:
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    r"""Base class for the transformations of random variables.

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    ``Transform`` can be used to represent any differentiable and injective
    function from the subset of :math:`R^n` to subset of :math:`R^m`, generally
    used for transforming a random sample generated by ``Distribution``
    instance.

    Suppose :math:`X` is a K-dimensional random variable with probability
    density function :math:`p_X(x)`. A new random variable :math:`Y = f(X)` may
    be defined by transforming :math:`X` with a suitably well-behaved funciton
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    :math:`f`. It suffices for what follows to note that if `f` is one-to-one and
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    its inverse :math:`f^{-1}` have a well-defined Jacobian, then the density of
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    :math:`Y` is

    .. math::

        p_Y(y) = p_X(f^{-1}(y)) |det J_{f^{-1}}(y)|

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    where det is the matrix determinant operation and :math:`J_{f^{-1}}(y)` is
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    the Jacobian matrix of :math:`f^{-1}` evaluated at :math:`y`.
    Taking :math:`x = f^{-1}(y)`, the Jacobian matrix is defined by

    .. math::

        J(y) = \begin{bmatrix}
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        {\frac{\partial x_1}{\partial y_1}} &{\frac{\partial x_1}{\partial y_2}}
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        &{\cdots} &{\frac{\partial x_1}{\partial y_K}} \\
        {\frac{\partial x_2}{\partial y_1}}  &{\frac{\partial x_2}
        {\partial y_2}}&{\cdots} &{\frac{\partial x_2}{\partial y_K}} \\
        {\vdots} &{\vdots} &{\ddots} &{\vdots}\\
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        {\frac{\partial x_K}{\partial y_1}} &{\frac{\partial x_K}{\partial y_2}}
        &{\cdots} &{\frac{\partial x_K}{\partial y_K}}
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        \end{bmatrix}

    A ``Transform`` can be characterized by three operations:

        #. forward
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           Forward implements :math:`x \rightarrow f(x)`, and is used to convert
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           one random outcome into another.
        #. inverse
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           Undoes the transformation :math:`y \rightarrow f^{-1}(y)`.
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        #. log_det_jacobian
           The log of the absolute value of the determinant of the matrix of all
           first-order partial derivatives of the inverse function.

    Subclass typically implement follow methods:

        * _forward
        * _inverse
        * _forward_log_det_jacobian
        * _inverse_log_det_jacobian (optional)

    If the transform changes the shape of the input, you must also implemented:

        * _forward_shape
        * _inverse_shape
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    """
    _type = Type.INJECTION

    def __init__(self):
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        super().__init__()
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    @classmethod
    def _is_injective(cls):
        """Is the transformation type one-to-one or not.

        Returns:
            bool: ``True`` denotes injective. ``False`` denotes non-injective.
        """
        return Type.is_injective(cls._type)

    def __call__(self, input):
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        """Make this instance as a callable object. The return value is
        depening on the input type.
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        * If the input is a ``Tensor`` instance, return
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          ``self.forward(input)`` .
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        * If the input is a ``Distribution`` instance, return
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          ``TransformedDistribution(base=input, transforms=[self])`` .
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        * If the input is a ``Transform`` instance, return
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          ``ChainTransform([self, input])`` .

        Args:
            input (Tensor|Distribution|Transform): The input value.

        Returns:
            [Tensor|TransformedDistribution|ChainTransform]: The return value.
        """
        if isinstance(input, distribution.Distribution):
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            return transformed_distribution.TransformedDistribution(
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                input, [self]
            )
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        if isinstance(input, Transform):
            return ChainTransform([self, input])
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        return self.forward(input)
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    def forward(self, x):
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        """Forward transformation with mapping :math:`y = f(x)`.
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        Useful for turning one random outcome into another.

        Args:
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            x (Tensos): Input parameter, generally is a sample generated
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                from ``Distribution``.

        Returns:
            Tensor: Outcome of forward transformation.
        """
        if not isinstance(x, paddle.fluid.framework.Variable):
            raise TypeError(
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                f"Expected 'x' is a Tensor or Real, but got {type(x)}."
            )
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        if x.dim() < self._domain.event_rank:
            raise ValueError(
                f'The dimensions of x({x.dim()}) should be '
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                f'grater than or equal to {self._domain.event_rank}'
            )
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        return self._forward(x)

    def inverse(self, y):
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        """Inverse transformation :math:`x = f^{-1}(y)`. It's useful for "reversing"
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        a transformation to compute one probability in terms of another.

        Args:
            y (Tensor): Input parameter for inverse transformation.

        Returns:
            Tensor: Outcome of inverse transform.
        """
        if not isinstance(y, paddle.fluid.framework.Variable):
            raise TypeError(
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                f"Expected 'y' is a Tensor or Real, but got {type(y)}."
            )
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        if y.dim() < self._codomain.event_rank:
            raise ValueError(
                f'The dimensions of y({y.dim()}) should be '
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                f'grater than or equal to {self._codomain.event_rank}'
            )
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        return self._inverse(y)

    def forward_log_det_jacobian(self, x):
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        """The log of the absolute value of the determinant of the matrix of all
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        first-order partial derivatives of the inverse function.

        Args:
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            x (Tensor): Input tensor, generally is a sample generated from
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                ``Distribution``

        Returns:
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            Tensor: The log of the absolute value of Jacobian determinant.
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        """
        if not isinstance(x, paddle.fluid.framework.Variable):
            raise TypeError(
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                f"Expected 'y' is a Tensor or Real, but got {type(x)}."
            )
        if (
            isinstance(x, paddle.fluid.framework.Variable)
            and x.dim() < self._domain.event_rank
        ):
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            raise ValueError(
                f'The dimensions of x({x.dim()}) should be '
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                f'grater than or equal to {self._domain.event_rank}'
            )
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        if not self._is_injective():
            raise NotImplementedError(
                "forward_log_det_jacobian can't be implemented for non-injective"
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                "transforms."
            )
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        return self._call_forward_log_det_jacobian(x)

    def inverse_log_det_jacobian(self, y):
        """Compute :math:`log|det J_{f^{-1}}(y)|`.
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        Note that ``forward_log_det_jacobian`` is the negative of this function,
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        evaluated at :math:`f^{-1}(y)`.

        Args:
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            y (Tensor): The input to the ``inverse`` Jacobian determinant
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                evaluation.

        Returns:
            Tensor: The value of :math:`log|det J_{f^{-1}}(y)|`.
        """
        if not isinstance(y, paddle.fluid.framework.Variable):
            raise TypeError(f"Expected 'y' is a Tensor, but got {type(y)}.")
        if y.dim() < self._codomain.event_rank:
            raise ValueError(
                f'The dimensions of y({y.dim()}) should be '
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                f'grater than or equal to {self._codomain.event_rank}'
            )
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        return self._call_inverse_log_det_jacobian(y)

    def forward_shape(self, shape):
        """Infer the shape of forward transformation.

        Args:
            shape (Sequence[int]): The input shape.

        Returns:
            Sequence[int]: The output shape.
        """
        if not isinstance(shape, typing.Sequence):
            raise TypeError(
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                f"Expected shape is Sequence[int] type, but got {type(shape)}."
            )
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        return self._forward_shape(shape)

    def inverse_shape(self, shape):
        """Infer the shape of inverse transformation.

        Args:
            shape (Sequence[int]): The input shape of inverse transformation.

        Returns:
            Sequence[int]: The output shape of inverse transformation.
        """
        if not isinstance(shape, typing.Sequence):
            raise TypeError(
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                f"Expected shape is Sequence[int] type, but got {type(shape)}."
            )
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        return self._inverse_shape(shape)

    @property
    def _domain(self):
        """The domain of this transformation"""
        return variable.real

    @property
    def _codomain(self):
        """The codomain of this transformation"""
        return variable.real

    def _forward(self, x):
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        """Inner method for publid API ``forward``, subclass should
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        overwrite this method for supporting forward transformation.
        """
        raise NotImplementedError('Forward not implemented')

    def _inverse(self, y):
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        """Inner method of public API ``inverse``, subclass should
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        overwrite this method for supporting inverse transformation.
        """
        raise NotImplementedError('Inverse not implemented')

    def _call_forward_log_det_jacobian(self, x):
        """Inner method called by ``forward_log_det_jacobian``."""
        if hasattr(self, '_forward_log_det_jacobian'):
            return self._forward_log_det_jacobian(x)
        if hasattr(self, '_inverse_log_det_jacobian'):
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            return -self._inverse_log_det_jacobian(self.forward(x))
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        raise NotImplementedError(
            'Neither _forward_log_det_jacobian nor _inverse_log_det_jacobian'
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            'is implemented. One of them is required.'
        )
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    def _call_inverse_log_det_jacobian(self, y):
        """Inner method called by ``inverse_log_det_jacobian``"""
        if hasattr(self, '_inverse_log_det_jacobian'):
            return self._inverse_log_det_jacobian(y)
        if hasattr(self, '_forward_log_det_jacobian'):
            return -self._forward_log_det_jacobian(self._inverse(y))
        raise NotImplementedError(
            'Neither _forward_log_det_jacobian nor _inverse_log_det_jacobian '
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            'is implemented. One of them is required'
        )
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    def _forward_shape(self, shape):
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        """Inner method called by ``forward_shape``, which is used to infer the
        forward shape. Subclass should overwrite this method for supporting
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        ``forward_shape``.
        """
        return shape

    def _inverse_shape(self, shape):
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        """Inner method called by ``inverse_shape``, whic is used to infer the
        invese shape. Subclass should overwrite this method for supporting
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        ``inverse_shape``.
        """
        return shape


class AbsTransform(Transform):
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    r"""Absolute transformation with formula :math:`y = f(x) = abs(x)`,
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    element-wise.

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    This non-injective transformation allows for transformations of scalar
    distributions with the absolute value function, which maps ``(-inf, inf)``
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    to ``[0, inf)`` .

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    * For ``y`` in ``(0, inf)`` , ``AbsTransform.inverse(y)`` returns the set invese
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      ``{x  in (-inf, inf) : |x| = y}`` as a tuple, ``-y, y`` .
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    * For ``y`` equal ``0`` , ``AbsTransform.inverse(0)`` returns ``0, 0``, which is not
      the set inverse (the set inverse is the singleton {0}), but "works" in
      conjunction with ``TransformedDistribution`` to produce a left
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      semi-continuous pdf.
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    * For ``y`` in ``(-inf, 0)`` , ``AbsTransform.inverse(y)`` returns the
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      wrong thing ``-y, y``. This is done for efficiency.

    Examples:

        .. code-block:: python

            import paddle

            abs = paddle.distribution.AbsTransform()

            print(abs.forward(paddle.to_tensor([-1., 0., 1.])))
            # Tensor(shape=[3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1., 0., 1.])

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            print(abs.inverse(paddle.to_tensor([1.])))
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            # (Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [-1.]), Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1.]))

            # The |dX/dY| is constant 1. So Log|dX/dY| == 0
            print(abs.inverse_log_det_jacobian(paddle.to_tensor(1.)))
            # (Tensor(shape=[], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        0.), Tensor(shape=[], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        0.))

            #Special case handling of 0.
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            print(abs.inverse(paddle.to_tensor([0.])))
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            # (Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0.]), Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0.]))
            print(abs.inverse_log_det_jacobian(paddle.to_tensor(0.)))
            # (Tensor(shape=[], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        0.), Tensor(shape=[], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        0.))

    """
    _type = Type.SURJECTION

    def _forward(self, x):
        return x.abs()

    def _inverse(self, y):
        return -y, y

    def _inverse_log_det_jacobian(self, y):
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        zero = paddle.zeros([], dtype=y.dtype)
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        return zero, zero

    @property
    def _domain(self):
        return variable.real

    @property
    def _codomain(self):
        return variable.positive


class AffineTransform(Transform):
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    r"""Affine transformation with mapping
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    :math:`y = \text{loc} + \text{scale} \times x`.

    Args:
        loc (Tensor): The location parameter.
        scale (Tensor): The scale parameter.

    Examples:

        .. code-block:: python

            import paddle

            x = paddle.to_tensor([1., 2.])
            affine = paddle.distribution.AffineTransform(paddle.to_tensor(0.), paddle.to_tensor(1.))

            print(affine.forward(x))
            # Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1., 2.])
            print(affine.inverse(affine.forward(x)))
            # Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1., 2.])
            print(affine.forward_log_det_jacobian(x))
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0.])
    """
    _type = Type.BIJECTION

    def __init__(self, loc, scale):
        if not isinstance(loc, paddle.fluid.framework.Variable):
            raise TypeError(f"Expected 'loc' is a Tensor, but got {type(loc)}")
        if not isinstance(scale, paddle.fluid.framework.Variable):
            raise TypeError(
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                f"Expected scale is a Tensor, but got {type(scale)}"
            )
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        self._loc = loc
        self._scale = scale
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        super().__init__()
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    @property
    def loc(self):
        return self._loc

    @property
    def scale(self):
        return self._scale

    def _forward(self, x):
        return self._loc + self._scale * x

    def _inverse(self, y):
        return (y - self._loc) / self._scale

    def _forward_log_det_jacobian(self, x):
        return paddle.abs(self._scale).log()

    def _forward_shape(self, shape):
        return tuple(
            paddle.broadcast_shape(
                paddle.broadcast_shape(shape, self._loc.shape),
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                self._scale.shape,
            )
        )
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    def _inverse_shape(self, shape):
        return tuple(
            paddle.broadcast_shape(
                paddle.broadcast_shape(shape, self._loc.shape),
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                self._scale.shape,
            )
        )
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    @property
    def _domain(self):
        return variable.real

    @property
    def _codomain(self):
        return variable.real


class ChainTransform(Transform):
    r"""Composes multiple transforms in a chain.

    Args:
        transforms (Sequence[Transform]): A sequence of transformations.

    Examples:

        .. code-block:: python

            import paddle


            x = paddle.to_tensor([0., 1., 2., 3.])

            chain = paddle.distribution.ChainTransform((
                paddle.distribution.AffineTransform(
                    paddle.to_tensor(0.), paddle.to_tensor(1.)),
                paddle.distribution.ExpTransform()
            ))
            print(chain.forward(x))
            # Tensor(shape=[4], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1.         , 2.71828175 , 7.38905621 , 20.08553696])
            print(chain.inverse(chain.forward(x)))
            # Tensor(shape=[4], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0., 1., 2., 3.])
            print(chain.forward_log_det_jacobian(x))
            # Tensor(shape=[4], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0., 1., 2., 3.])
            print(chain.inverse_log_det_jacobian(chain.forward(x)))
            # Tensor(shape=[4], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [ 0., -1., -2., -3.])
    """

    def __init__(self, transforms):
        if not isinstance(transforms, typing.Sequence):
            raise TypeError(
                f"Expected type of 'transforms' is Sequence, but got {type(transforms)}"
            )
        if not all(isinstance(t, Transform) for t in transforms):
            raise TypeError(
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                "All elements of transforms should be Transform type."
            )
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        self.transforms = transforms
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        super().__init__()
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    def _is_injective(self):
        return all(t._is_injective() for t in self.transforms)

    def _forward(self, x):
        for transform in self.transforms:
            x = transform.forward(x)
        return x

    def _inverse(self, y):
        for transform in reversed(self.transforms):
            y = transform.inverse(y)
        return y

    def _forward_log_det_jacobian(self, x):
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        value = 0.0
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        event_rank = self._domain.event_rank
        for t in self.transforms:
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            value += self._sum_rightmost(
                t.forward_log_det_jacobian(x), event_rank - t._domain.event_rank
            )
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            x = t.forward(x)
            event_rank += t._codomain.event_rank - t._domain.event_rank
        return value

    def _forward_shape(self, shape):
        for transform in self.transforms:
            shape = transform.forward_shape(shape)
        return shape

    def _inverse_shape(self, shape):
        for transform in self.transforms:
            shape = transform.inverse_shape(shape)
        return shape

    def _sum_rightmost(self, value, n):
        """sum value along rightmost n dim"""
        return value.sum(list(range(-n, 0))) if n > 0 else value

    @property
    def _domain(self):
        domain = self.transforms[0]._domain

        # Compute the lower bound of input dimensions for chain transform.
        #
        # Suppose the dimensions of input tensor is N, and chain [t0,...ti,...tm],
        # ti(in) denotes ti.domain.event_rank, ti(out) denotes ti.codomain.event_rank,
        # delta(ti) denotes (ti(out) - ti(in)).
        # For transform ti, N shoud satisfy the constraint:
        #   N + delta(t0) + delta(t1)...delta(t(i-1)) >= ti(in)
        # So, for all transform in chain, N shoud satisfy follow constraints:
        #   t0: N >= t0(in)
        #   t1: N >= t1(in) - delta(t0)
        #   ...
        #   tm: N >= tm(in) - ... - delta(ti) - ... - delta(t0)
        #
        # Above problem can be solved more effectively use dynamic programming.
        # Let N(i) denotes lower bound of transform ti, than the state
        # transition equation is:
        #   N(i) = max{N(i+1)-delta(ti), ti(in)}
        event_rank = self.transforms[-1]._codomain.event_rank
        for t in reversed(self.transforms):
            event_rank -= t._codomain.event_rank - t._domain.event_rank
            event_rank = max(event_rank, t._domain.event_rank)

        return variable.Independent(domain, event_rank - domain.event_rank)

    @property
    def _codomain(self):
        codomain = self.transforms[-1]._codomain

        event_rank = self.transforms[0]._domain.event_rank
        for t in self.transforms:
            event_rank += t._codomain.event_rank - t._domain.event_rank
            event_rank = max(event_rank, t._codomain.event_rank)

        return variable.Independent(codomain, event_rank - codomain.event_rank)


class ExpTransform(Transform):
    r"""Exponent transformation with mapping :math:`y = \exp(x)`.

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    Examples:
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        .. code-block:: python

            import paddle

            exp = paddle.distribution.ExpTransform()
            print(exp.forward(paddle.to_tensor([1., 2., 3.])))
            # Tensor(shape=[3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [2.71828175 , 7.38905621 , 20.08553696])

            print(exp.inverse(paddle.to_tensor([1., 2., 3.])))
            # Tensor(shape=[3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0.        , 0.69314718, 1.09861231])

            print(exp.forward_log_det_jacobian(paddle.to_tensor([1., 2., 3.])))
            # Tensor(shape=[3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1., 2., 3.])

            print(exp.inverse_log_det_jacobian(paddle.to_tensor([1., 2., 3.])))
            # Tensor(shape=[3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [ 0.        , -0.69314718, -1.09861231])
    """
    _type = Type.BIJECTION

    def __init__(self):
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        super().__init__()
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    @property
    def _domain(self):
        return variable.real

    @property
    def _codomain(self):
        return variable.positive

    def _forward(self, x):
        return x.exp()

    def _inverse(self, y):
        return y.log()

    def _forward_log_det_jacobian(self, x):
        return x


class IndependentTransform(Transform):
    r"""
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    ``IndependentTransform`` wraps a base transformation, reinterprets
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    some of the rightmost batch axes as event axes.

    Generally, it is used to expand the event axes. This has no effect on the
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    forward or inverse transformaion, but does sum out the
    ``reinterpretd_bach_rank`` rightmost dimensions in computing the determinant
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    of Jacobian matrix.

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    To see this, consider the ``ExpTransform`` applied to a Tensor which has
    sample, batch, and event ``(S,B,E)`` shape semantics. Suppose the Tensor's
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    paritioned-shape is ``(S=[4], B=[2, 2], E=[3])`` , reinterpreted_batch_rank
    is 1. Then the reinterpreted Tensor's shape  is ``(S=[4], B=[2], E=[2, 3])`` .
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    The shape returned by ``forward`` and ``inverse`` is unchanged, ie,
    ``[4,2,2,3]`` . However the shape returned by ``inverse_log_det_jacobian``
    is ``[4,2]``, because the Jacobian determinant is a reduction over the
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    event dimensions.

    Args:
        base (Transform): The base transformation.
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        reinterpreted_batch_rank (int): The num of rightmost batch rank that
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            will be reinterpreted as event rank.
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    Examples:

        .. code-block:: python

            import paddle

            x = paddle.to_tensor([[1., 2., 3.], [4., 5., 6.]])

            # Exponential transform with event_rank = 1
            multi_exp = paddle.distribution.IndependentTransform(
                paddle.distribution.ExpTransform(), 1)
            print(multi_exp.forward(x))
            # Tensor(shape=[2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[2.71828175  , 7.38905621  , 20.08553696 ],
            #         [54.59814835 , 148.41316223, 403.42880249]])
            print(multi_exp.forward_log_det_jacobian(x))
            # Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [6. , 15.])
    """

    def __init__(self, base, reinterpreted_batch_rank):
        if not isinstance(base, Transform):
            raise TypeError(
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                f"Expected 'base' is Transform type, but get {type(base)}"
            )
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        if reinterpreted_batch_rank <= 0:
            raise ValueError(
                f"Expected 'reinterpreted_batch_rank' is grater than zero, but got {reinterpreted_batch_rank}"
            )

        self._base = base
        self._reinterpreted_batch_rank = reinterpreted_batch_rank
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        super().__init__()
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    def _is_injective(self):
        return self._base._is_injective()

    def _forward(self, x):
        if x.dim() < self._domain.event_rank:
            raise ValueError("Input dimensions is less than event dimensions.")
        return self._base.forward(x)

    def _inverse(self, y):
        if y.dim() < self._codomain.event_rank:
            raise ValueError("Input dimensions is less than event dimensions.")
        return self._base.inverse(y)

    def _forward_log_det_jacobian(self, x):
        return self._base.forward_log_det_jacobian(x).sum(
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            list(range(-self._reinterpreted_batch_rank, 0))
        )
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    def _forward_shape(self, shape):
        return self._base.forward_shape(shape)

    def _inverse_shape(self, shape):
        return self._base.inverse_shape(shape)

    @property
    def _domain(self):
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        return variable.Independent(
            self._base._domain, self._reinterpreted_batch_rank
        )
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    @property
    def _codomain(self):
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        return variable.Independent(
            self._base._codomain, self._reinterpreted_batch_rank
        )
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class PowerTransform(Transform):
    r"""
    Power transformation with mapping :math:`y = x^{\text{power}}`.

    Args:
        power (Tensor): The power parameter.
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    Examples:

        .. code-block:: python

            import paddle

            x = paddle.to_tensor([1., 2.])
            power = paddle.distribution.PowerTransform(paddle.to_tensor(2.))

            print(power.forward(x))
            # Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1., 4.])
            print(power.inverse(power.forward(x)))
            # Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1., 2.])
            print(power.forward_log_det_jacobian(x))
            # Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0.69314718, 1.38629436])
    """
    _type = Type.BIJECTION

    def __init__(self, power):
        if not isinstance(power, paddle.fluid.framework.Variable):
            raise TypeError(
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                f"Expected 'power' is a tensor, but got {type(power)}"
            )
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        self._power = power
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        super().__init__()
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    @property
    def power(self):
        return self._power

    @property
    def _domain(self):
        return variable.real

    @property
    def _codomain(self):
        return variable.positive

    def _forward(self, x):
        return x.pow(self._power)

    def _inverse(self, y):
        return y.pow(1 / self._power)

    def _forward_log_det_jacobian(self, x):
        return (self._power * x.pow(self._power - 1)).abs().log()

    def _forward_shape(self, shape):
        return tuple(paddle.broadcast_shape(shape, self._power.shape))

    def _inverse_shape(self, shape):
        return tuple(paddle.broadcast_shape(shape, self._power.shape))


class ReshapeTransform(Transform):
    r"""Reshape the event shape of a tensor.

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    Note that ``in_event_shape`` and ``out_event_shape`` must have the same
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    number of elements.

    Args:
        in_event_shape(Sequence[int]): The input event shape.
        out_event_shape(Sequence[int]): The output event shape.

    Examples:

        .. code-block:: python

            import paddle

            x = paddle.ones((1,2,3))
            reshape_transform = paddle.distribution.ReshapeTransform((2, 3), (3, 2))
            print(reshape_transform.forward_shape((1,2,3)))
            # (5, 2, 6)
            print(reshape_transform.forward(x))
            # Tensor(shape=[1, 3, 2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[[1., 1.],
            #          [1., 1.],
            #          [1., 1.]]])
            print(reshape_transform.inverse(reshape_transform.forward(x)))
            # Tensor(shape=[1, 2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[[1., 1., 1.],
            #          [1., 1., 1.]]])
            print(reshape_transform.forward_log_det_jacobian(x))
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0.])
    """
    _type = Type.BIJECTION

    def __init__(self, in_event_shape, out_event_shape):
        if not isinstance(in_event_shape, typing.Sequence) or not isinstance(
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            out_event_shape, typing.Sequence
        ):
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            raise TypeError(
                f"Expected type of 'in_event_shape' and 'out_event_shape' is "
                f"Squence[int], but got 'in_event_shape': {in_event_shape}, "
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                f"'out_event_shape': {out_event_shape}"
            )
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        in_size = 1
        for e in in_event_shape:
            in_size *= e
        out_size = 1
        for e in out_event_shape:
            out_size *= e
        if in_size != out_size:
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            raise ValueError(
                f"The numel of 'in_event_shape' should be 'out_event_shape', "
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                f"but got {in_size}!={out_size}"
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            )

        self._in_event_shape = tuple(in_event_shape)
        self._out_event_shape = tuple(out_event_shape)
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        super().__init__()
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    @property
    def in_event_shape(self):
        return self._in_event_shape

    @property
    def out_event_shape(self):
        return self._out_event_shape

    @property
    def _domain(self):
        return variable.Independent(variable.real, len(self._in_event_shape))

    @property
    def _codomain(self):
        return variable.Independent(variable.real, len(self._out_event_shape))

    def _forward(self, x):
        return x.reshape(
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            tuple(x.shape)[: x.dim() - len(self._in_event_shape)]
            + self._out_event_shape
        )
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    def _inverse(self, y):
        return y.reshape(
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            tuple(y.shape)[: y.dim() - len(self._out_event_shape)]
            + self._in_event_shape
        )
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    def _forward_shape(self, shape):
        if len(shape) < len(self._in_event_shape):
            raise ValueError(
                f"Expected length of 'shape' is not less than {len(self._in_event_shape)}, but got {len(shape)}"
            )
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        if tuple(shape[-len(self._in_event_shape) :]) != tuple(
            self._in_event_shape
        ):
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            raise ValueError(
                f"Event shape mismatch, expected: {self._in_event_shape}, but got {shape[-len(self._in_event_shape):]}"
            )
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        return (
            tuple(shape[: -len(self._in_event_shape)]) + self._out_event_shape
        )
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    def _inverse_shape(self, shape):
        if len(shape) < len(self._out_event_shape):
            raise ValueError(
                f"Expected 'shape' length is not less than {len(self._out_event_shape)}, but got {len(shape)}"
            )
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        if tuple(shape[-len(self._out_event_shape) :]) != tuple(
            self._out_event_shape
        ):
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            raise ValueError(
                f"Event shape mismatch, expected: {self._out_event_shape}, but got {shape[-len(self._out_event_shape):]}"
            )
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        return (
            tuple(shape[: -len(self._out_event_shape)]) + self._in_event_shape
        )
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    def _forward_log_det_jacobian(self, x):
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        # TODO(zhouwei): should not set shape to [1], which is []
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        shape = x.shape[: x.dim() - len(self._in_event_shape)] or [1]
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        return paddle.zeros(shape, dtype=x.dtype)


class SigmoidTransform(Transform):
    r"""Sigmoid transformation with mapping :math:`y = \frac{1}{1 + \exp(-x)}` and :math:`x = \text{logit}(y)`.

    Examples:

        .. code-block:: python

            import paddle

            x = paddle.ones((2,3))
            t = paddle.distribution.SigmoidTransform()
            print(t.forward(x))
            # Tensor(shape=[2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[0.73105860, 0.73105860, 0.73105860],
            #         [0.73105860, 0.73105860, 0.73105860]])
            print(t.inverse(t.forward(x)))
            # Tensor(shape=[2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[1.00000012, 1.00000012, 1.00000012],
            #         [1.00000012, 1.00000012, 1.00000012]])
            print(t.forward_log_det_jacobian(x))
            # Tensor(shape=[2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[-1.62652326, -1.62652326, -1.62652326],
            #         [-1.62652326, -1.62652326, -1.62652326]])
    """

    @property
    def _domain(self):
        return variable.real

    @property
    def _codomain(self):
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        return variable.Variable(False, 0, constraint.Range(0.0, 1.0))
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    def _forward(self, x):
        return F.sigmoid(x)

    def _inverse(self, y):
        return y.log() - (-y).log1p()

    def _forward_log_det_jacobian(self, x):
        return -F.softplus(-x) - F.softplus(x)


class SoftmaxTransform(Transform):
    r"""Softmax transformation with mapping :math:`y=\exp(x)` then normalizing.

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    It's generally used to convert unconstrained space to simplex. This mapping
    is not injective, so ``forward_log_det_jacobian`` and
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    ``inverse_log_det_jacobian`` are not implemented.

    Examples:

        .. code-block:: python

            import paddle

            x = paddle.ones((2,3))
            t = paddle.distribution.SoftmaxTransform()
            print(t.forward(x))
            # Tensor(shape=[2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[0.33333334, 0.33333334, 0.33333334],
            #         [0.33333334, 0.33333334, 0.33333334]])
            print(t.inverse(t.forward(x)))
            # Tensor(shape=[2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[-1.09861231, -1.09861231, -1.09861231],
            #         [-1.09861231, -1.09861231, -1.09861231]])
    """
    _type = Type.OTHER

    @property
    def _domain(self):
        return variable.Independent(variable.real, 1)

    @property
    def _codomain(self):
        return variable.Variable(False, 1, constraint.simplex)

    def _forward(self, x):
        x = (x - x.max(-1, keepdim=True)[0]).exp()
        return x / x.sum(-1, keepdim=True)

    def _inverse(self, y):
        return y.log()

    def _forward_shape(self, shape):
        if len(shape) < 1:
            raise ValueError(
                f"Expected length of shape is grater than 1, but got {len(shape)}"
            )
        return shape

    def _inverse_shape(self, shape):
        if len(shape) < 1:
            raise ValueError(
                f"Expected length of shape is grater than 1, but got {len(shape)}"
            )
        return shape


class StackTransform(Transform):
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    r"""``StackTransform`` applies a sequence of transformations along the
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    specific axis.

    Args:
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        transforms (Sequence[Transform]): The sequence of transformations.
        axis (int, optional): The axis along which will be transformed. default
            value is 0.
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    Examples:

        .. code-block:: python
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            import paddle

            x = paddle.stack(
                (paddle.to_tensor([1., 2., 3.]), paddle.to_tensor([1, 2., 3.])), 1)
            t = paddle.distribution.StackTransform(
                (paddle.distribution.ExpTransform(),
                paddle.distribution.PowerTransform(paddle.to_tensor(2.))),
                1
            )
            print(t.forward(x))
            # Tensor(shape=[3, 2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[2.71828175 , 1.         ],
            #         [7.38905621 , 4.         ],
            #         [20.08553696, 9.         ]])
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            print(t.inverse(t.forward(x)))
            # Tensor(shape=[3, 2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[1., 1.],
            #         [2., 2.],
            #         [3., 3.]])
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            print(t.forward_log_det_jacobian(x))
            # Tensor(shape=[3, 2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[1.        , 0.69314718],
            #         [2.        , 1.38629436],
            #         [3.        , 1.79175949]])
    """

    def __init__(self, transforms, axis=0):
        if not transforms or not isinstance(transforms, typing.Sequence):
            raise TypeError(
                f"Expected 'transforms' is Sequence[Transform], but got {type(transforms)}."
            )
        if not all(isinstance(t, Transform) for t in transforms):
            raise TypeError(
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                'Expected all element in transforms is Transform Type.'
            )
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        if not isinstance(axis, int):
            raise TypeError(f"Expected 'axis' is int, but got{type(axis)}.")

        self._transforms = transforms
        self._axis = axis

    def _is_injective(self):
        return all(t._is_injective() for t in self._transforms)

    @property
    def transforms(self):
        return self._transforms

    @property
    def axis(self):
        return self._axis

    def _forward(self, x):
        self._check_size(x)
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        return paddle.stack(
            [
                t.forward(v)
                for v, t in zip(paddle.unstack(x, self._axis), self._transforms)
            ],
            self._axis,
        )
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    def _inverse(self, y):
        self._check_size(y)
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        return paddle.stack(
            [
                t.inverse(v)
                for v, t in zip(paddle.unstack(y, self._axis), self._transforms)
            ],
            self._axis,
        )
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    def _forward_log_det_jacobian(self, x):
        self._check_size(x)
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        return paddle.stack(
            [
                t.forward_log_det_jacobian(v)
                for v, t in zip(paddle.unstack(x, self._axis), self._transforms)
            ],
            self._axis,
        )
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    def _check_size(self, v):
        if not (-v.dim() <= self._axis < v.dim()):
            raise ValueError(
                f'Input dimensions {v.dim()} should be grater than stack '
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                f'transform axis {self._axis}.'
            )
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        if v.shape[self._axis] != len(self._transforms):
            raise ValueError(
                f'Input size along {self._axis} should be equal to the '
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                f'length of transforms.'
            )
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    @property
    def _domain(self):
        return variable.Stack([t._domain for t in self._transforms], self._axis)

    @property
    def _codomain(self):
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        return variable.Stack(
            [t._codomain for t in self._transforms], self._axis
        )
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class StickBreakingTransform(Transform):
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    r"""Convert an unconstrained vector to the simplex with one additional
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    dimension by the stick-breaking construction.

    Examples:

        .. code-block:: python

            import paddle


            x = paddle.to_tensor([1.,2.,3.])
            t = paddle.distribution.StickBreakingTransform()
            print(t.forward(x))
            # Tensor(shape=[4], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0.47536686, 0.41287899, 0.10645414, 0.00530004])
            print(t.inverse(t.forward(x)))
            # Tensor(shape=[3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0.99999988, 2.        , 2.99999881])
            print(t.forward_log_det_jacobian(x))
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [-9.10835075])
    """

    _type = Type.BIJECTION

    def _forward(self, x):
        offset = x.shape[-1] + 1 - paddle.ones([x.shape[-1]]).cumsum(-1)
        z = F.sigmoid(x - offset.log())
        z_cumprod = (1 - z).cumprod(-1)
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        return F.pad(z, [0] * 2 * (len(x.shape) - 1) + [0, 1], value=1) * F.pad(
            z_cumprod, [0] * 2 * (len(x.shape) - 1) + [1, 0], value=1
        )
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    def _inverse(self, y):
        y_crop = y[..., :-1]
        offset = y.shape[-1] - paddle.ones([y_crop.shape[-1]]).cumsum(-1)
        sf = 1 - y_crop.cumsum(-1)
        x = y_crop.log() - sf.log() + offset.log()
        return x

    def _forward_log_det_jacobian(self, x):
        y = self.forward(x)
        offset = x.shape[-1] + 1 - paddle.ones([x.shape[-1]]).cumsum(-1)
        x = x - offset.log()
        return (-x + F.log_sigmoid(x) + y[..., :-1].log()).sum(-1)

    def _forward_shape(self, shape):
        if not shape:
            raise ValueError(f"Expected 'shape' is not empty, but got {shape}")
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        return shape[:-1] + (shape[-1] + 1,)
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    def _inverse_shape(self, shape):
        if not shape:
            raise ValueError(f"Expected 'shape' is not empty, but got {shape}")
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        return shape[:-1] + (shape[-1] - 1,)
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    @property
    def _domain(self):
        return variable.Independent(variable.real, 1)

    @property
    def _codomain(self):
        return variable.Variable(False, 1, constraint.simplex)


class TanhTransform(Transform):
    r"""Tanh transformation with mapping :math:`y = \tanh(x)`.

1241
    Examples:
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        .. code-block:: python

            import paddle

            tanh = paddle.distribution.TanhTransform()

            x = paddle.to_tensor([[1., 2., 3.], [4., 5., 6.]])

            print(tanh.forward(x))
            # Tensor(shape=[2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[0.76159418, 0.96402758, 0.99505478],
            #         [0.99932933, 0.99990922, 0.99998772]])
            print(tanh.inverse(tanh.forward(x)))
            # Tensor(shape=[2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[1.00000012, 2.        , 3.00000286],
            #         [4.00002146, 5.00009823, 6.00039864]])
            print(tanh.forward_log_det_jacobian(x))
            # Tensor(shape=[2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[-0.86756170 , -2.65000558 , -4.61865711 ],
            #         [-6.61437654 , -8.61379623 , -10.61371803]])
            print(tanh.inverse_log_det_jacobian(tanh.forward(x)))
            # Tensor(shape=[2, 3], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[0.86756176 , 2.65000558 , 4.61866283 ],
            #         [6.61441946 , 8.61399269 , 10.61451530]])
    """
    _type = Type.BIJECTION

    @property
    def _domain(self):
        return variable.real

    @property
    def _codomain(self):
        return variable.Variable(False, 0, constraint.Range(-1.0, 1.0))

    def _forward(self, x):
        return x.tanh()

    def _inverse(self, y):
        return y.atanh()

    def _forward_log_det_jacobian(self, x):
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        """We implicitly rely on _forward_log_det_jacobian rather than
        explicitly implement ``_inverse_log_det_jacobian`` since directly using
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        ``-tf.math.log1p(-tf.square(y))`` has lower numerical precision.

        See details: https://github.com/tensorflow/probability/blob/master/tensorflow_probability/python/bijectors/tanh.py#L69-L80
        """
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        return 2.0 * (math.log(2.0) - x - F.softplus(-2.0 * x))